Bivariate gamma distribution from complex inverse wishart matrix

Authors:
Rongtao Xu;Zhangdui Zhong;Jiann-Mou Chen;Bo Ai
Affiliations:
State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, China;State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, China;Department of Assets and Property Management, Hwa Hsia Institute of Technology, Taiwan, China;State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, China
Venue:
IEEE Communications Letters
Year:
2009

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Abstract

In this letter, a new form of bivariate gamma distribution is proposed from the complex inverse Wishart matrix. We have derived the closed-form expressions for the probability density function and the joint central moments of this bivariate gamma distribution. Finally, the analytical results are used to obtain the outage probability for a multiple-input multiple-output wireless communication systems with two transmit antennas.